Blending-Based Stochastic Simulator

Jean-Laurent Mallet 1 A. Shtuka 2
1 ISA - Models, algorithms and geometry for computer graphics and vision
INRIA Lorraine, LORIA - Laboratoire Lorrain de Recherche en Informatique et ses Applications
Abstract : This paper presents a new method of constructing random functions whose realizations can be evaluated efficiently. The basic idea is to "blend", both stochastically and linearly, a limited set of independent initial realizations previously generated by any chosen simulation method. The blending stochastic coefficients are determined in such a way that the new random function so generated has the same mean and covariance functions as the random function used for generating the initial realizations.
Type de document :
Article dans une revue
Mathematical Geology, Springer Verlag, 2000, 32 (3), pp.367-379
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Soumis le : mardi 26 septembre 2006 - 08:53:18
Dernière modification le : jeudi 11 janvier 2018 - 06:19:48


  • HAL Id : inria-00099365, version 1



Jean-Laurent Mallet, A. Shtuka. Blending-Based Stochastic Simulator. Mathematical Geology, Springer Verlag, 2000, 32 (3), pp.367-379. 〈inria-00099365〉



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